Limit theory for explosive autoregression under conditional heteroskedasticity
type: Item
instance of: scholarly article
title: Limit theory for explosive autoregression under conditional heteroskedasticity
zbMATH Open document ID: 1432.62305
author: Ji Hyung Lee
published in: Journal of Statistical Planning and Inference
publication date: 2018-06-15T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 6890157
zbMATH Keywords: autoregression
zbMATH Keywords: asymptotics
zbMATH Keywords: conditional heteroskedasticity
zbMATH Keywords: generalized least squares
zbMATH Keywords: explosive process
MaRDI profile type: Publication
full work available at URL: j.jspi.2017.10.008
OpenAlex ID: W2767220982
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DOI: 10.1016/J.JSPI.2017.10.008
description: scientific article; zbMATH DE number 6890157